^SPLRCD vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about S&P 500 Consumer Discretionary Index (^SPLRCD) and S&P 500 Index (^GSPC).

Performance

^SPLRCD vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Consumer Discretionary Index (^SPLRCD) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

^SPLRCD vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SPLRCD S&P 500 Consumer Discretionary Index	-9.34%	5.31%	29.13%	41.04%	-37.58%	23.66%	32.07%	26.20%	-0.49%	21.23%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, ^SPLRCD achieves a -9.34% return, which is significantly lower than ^GSPC's -3.95% return. Over the past 10 years, ^SPLRCD has underperformed ^GSPC with an annualized return of 10.72%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

^SPLRCD

• 1D: 3.28%
• 1M: -4.71%
• YTD: -9.34%
• 6M: -9.47%
• 1Y: 9.72%
• 3Y*: 14.52%
• 5Y*: 5.24%
• 10Y*: 10.72%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^SPLRCD vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^SPLRCD

^SPLRCD Risk / Return Rank: 31
^SPLRCD Sharpe Ratio Rank: 30
^SPLRCD Sortino Ratio Rank: 30
^SPLRCD Omega Ratio Rank: 30
^SPLRCD Calmar Ratio Rank: 33
^SPLRCD Martin Ratio Rank: 33

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^SPLRCD vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Consumer Discretionary Index (^SPLRCD) and S&P 500 Index (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	^SPLRCD	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.43	0.92	-0.48
Sortino ratio Return per unit of downside risk	0.82	1.41	-0.59
Omega ratio Gain probability vs. loss probability	1.10	1.21	-0.11
Calmar ratio Return relative to maximum drawdown	0.67	1.41	-0.75
Martin ratio Return relative to average drawdown	2.09	6.61	-4.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SPLRCD vs. ^GSPC - Sharpe Ratio Comparison

The current ^SPLRCD Sharpe Ratio is 0.43, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ^SPLRCD and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^SPLRCD	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.43	0.92	-0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	0.61	-0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.68	-0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.46	-0.04

Correlation

The correlation between ^SPLRCD and ^GSPC is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Drawdowns

^SPLRCD vs. ^GSPC - Drawdown Comparison

The maximum ^SPLRCD drawdown since its inception was -60.53%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^SPLRCD and ^GSPC.

Drawdown Indicators

	^SPLRCD	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-60.53%	-56.78%	-3.75%
Max Drawdown (1Y) Largest decline over 1 year	-16.13%	-12.14%	-3.99%
Max Drawdown (5Y) Largest decline over 5 years	-41.25%	-25.43%	-15.82%
Max Drawdown (10Y) Largest decline over 10 years	-41.25%	-33.92%	-7.33%
Current Drawdown Current decline from peak	-13.34%	-5.78%	-7.56%
Average Drawdown Average peak-to-trough decline	-10.81%	-10.75%	-0.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.14%	2.60%	+2.54%

Volatility

^SPLRCD vs. ^GSPC - Volatility Comparison

S&P 500 Consumer Discretionary Index (^SPLRCD) has a higher volatility of 7.78% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that ^SPLRCD's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^SPLRCD	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.78%	5.37%	+2.41%
Volatility (6M) Calculated over the trailing 6-month period	15.01%	9.55%	+5.46%
Volatility (1Y) Calculated over the trailing 1-year period	25.46%	18.33%	+7.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.50%	16.90%	+7.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.43%	18.05%	+4.38%